pendensity: Density Estimation with a Penalized Mixture Approach

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Estimation of univariate (conditional) densities using penalized B-splines with automatic selection of optimal smoothing parameter.

Author
Christian Schellhase
Date of publication
2016-03-13 15:07:29
Maintainer
Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
License
GPL (>= 2)
Version
0.2.10

View on CRAN

Man pages

Allianz
Daily final prices (DAX) of the German stock Allianz in the...
bias.par
Calculating the bias of the parameter beta
ck
Calculating the actual weights ck
Derv1
Calculating the first derivative of the pendensity likelihood...
Derv2
Calculating the second order derivative with and without...
DeutscheBank
Daily final prices (DAX) of the German stock Deutsche Bank in...
distr.func
These functions are used for calculating the empirical and...
D.m
Calculating the penalty matrix
f.hat
Calculating the actual fitted values 'f.hat' of the estimated...
L.mat
Calculates the difference matrix of order m
marg.likelihood
Calculating the marginal likelihood
my.AIC
Calculating the AIC value
my.bspline
my.bspline
my.positive.definite.solve
my.positive.definite.solve
new.beta.val
Calculating the new parameter beta
new.lambda
Calculating new penalty parameter lambda
pendenForm
Formula interpretation and data transfer
pendensity
Calculating penalized density
pendensity-package
The package 'pendensity' offers routines for estimating...
pen.log.like
Calculating the log likelihood
plot.pendensity
Plotting estimated penalized densities
print.pendensity
Printing the main results of the (conditional) penalized...
test.equal
Testing pairwise equality of densities
variance.par
Calculating the variance of the parameters
variance.val
Calculating variance and standard deviance of each...

Files in this package

pendensity
pendensity/inst
pendensity/inst/doc
pendensity/inst/doc/pendensity.pdf
pendensity/inst/doc/pendensity.R
pendensity/inst/doc/pendensity.Rnw
pendensity/NAMESPACE
pendensity/data
pendensity/data/Allianz.txt.gz
pendensity/data/DeutscheBank.txt.gz
pendensity/R
pendensity/R/my.positive.definite.solve.R
pendensity/R/L.mat.R
pendensity/R/distr.func.R
pendensity/R/variance.val.R
pendensity/R/print.pendensity.R
pendensity/R/distr.func.help.R
pendensity/R/pen.log.like.R
pendensity/R/test.equal.R
pendensity/R/new.beta.val.R
pendensity/R/cal.int.R
pendensity/R/variance.par.R
pendensity/R/D.m.R
pendensity/R/marg.likelihood.R
pendensity/R/f.hat.R
pendensity/R/pendensity.R
pendensity/R/Derv2.R
pendensity/R/bias.par.R
pendensity/R/my.bspline.R
pendensity/R/pendenForm.R
pendensity/R/string.help.R
pendensity/R/new.lambda.R
pendensity/R/ck.R
pendensity/R/my.AIC.R
pendensity/R/plot.pendensity.R
pendensity/R/Derv1.R
pendensity/R/poly.part.R
pendensity/vignettes
pendensity/vignettes/pendensity.Rnw
pendensity/MD5
pendensity/build
pendensity/build/vignette.rds
pendensity/DESCRIPTION
pendensity/man
pendensity/man/variance.par.Rd
pendensity/man/Derv1.Rd
pendensity/man/plot.pendensity.Rd
pendensity/man/pen.log.like.Rd
pendensity/man/bias.par.Rd
pendensity/man/new.lambda.Rd
pendensity/man/D.m.Rd
pendensity/man/ck.Rd
pendensity/man/my.positive.definite.solve.Rd
pendensity/man/my.bspline.Rd
pendensity/man/variance.val.Rd
pendensity/man/new.beta.val.Rd
pendensity/man/DeutscheBank.Rd
pendensity/man/test.equal.Rd
pendensity/man/L.mat.Rd
pendensity/man/pendenForm.Rd
pendensity/man/distr.func.Rd
pendensity/man/pendensity.Rd
pendensity/man/print.pendensity.Rd
pendensity/man/my.AIC.Rd
pendensity/man/Derv2.Rd
pendensity/man/f.hat.Rd
pendensity/man/pendensity-package.Rd
pendensity/man/Allianz.Rd
pendensity/man/marg.likelihood.Rd